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"A note on empirical analysis for general wrong-way risk and stressed CVA."

Suguru Yamanaka, Masaaki Otaka (2015)

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DOI: 10.14495/JSIAML.7.25

access: open

type: Journal Article

metadata version: 2021-02-17

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  - journals/jsiaml/YamanakaO15
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  - https://dblp.org/rec/journals/jsiaml/YamanakaO15
Suguru Yamanaka, Masaaki Otaka:
A note on empirical analysis for general wrong-way risk and stressed CVA. JSIAM Lett. 7: 25-28 (2015)

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